TESTING FOR UNIT ROOTS USING FORWARD AND REVERSE DICKEY‐FULLER REGRESSIONS
- 1 November 1995
- journal article
- Published by Wiley in Oxford Bulletin of Economics and Statistics
- Vol. 57 (4) , 559-571
- https://doi.org/10.1111/j.1468-0084.1995.tb00040.x
Abstract
No abstract availableKeywords
This publication has 3 references indexed in Scilit:
- Testing for a unit root in time series regressionBiometrika, 1988
- Trends and random walks in macroeconmic time seriesJournal of Monetary Economics, 1982
- Likelihood Ratio Statistics for Autoregressive Time Series with a Unit RootEconometrica, 1981